Extreme Values in Finance, Telecommunications, and the EnvironmentBarbel Finkenstadt, Holger Rootzen Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory |
Other editions - View all
Extreme Values in Finance, Telecommunications, and the Environment Barbel Finkenstadt,Holger Rootzen No preview available - 2004 |
References to this book
High Risk Scenarios and Extremes: A Geometric Approach A. A. Balkema,Paul Embrechts Limited preview - 2007 |
Simulation Techniques in Financial Risk Management Ngai Hang Chan,Hoi-Ying Wong Limited preview - 2006 |